market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/07/2024 1.16% 0.95 CHF 0.96 CHF 144,400 144,400 80,498 80,498 71,254 CHF 72,060 CHF 100.00% 100.00%
12/07/2024 1.15% 0.89 CHF 0.90 CHF 143,800 143,800 79,041 79,041 69,757 CHF 70,549 CHF 100.00% 100.00%
11/07/2024 0.93% 0.93 CHF 0.94 CHF 112,900 112,900 61,532 61,532 66,070 CHF 66,686 CHF 99.98% 99.98%
10/07/2024 0.94% 1.08 CHF 1.09 CHF 119,800 119,800 66,107 66,107 71,425 CHF 72,087 CHF 100.00% 100.00%
09/07/2024 0.95% 1.08 CHF 1.09 CHF 119,500 119,500 65,914 65,914 70,942 CHF 71,602 CHF 100.00% 100.00%
08/07/2024 0.95% 1.06 CHF 1.07 CHF 112,600 112,600 62,702 62,702 66,497 CHF 67,125 CHF 99.99% 99.99%
05/07/2024 1.04% 1.09 CHF 1.10 CHF 131,100 131,100 73,160 73,160 72,963 CHF 73,696 CHF 99.99% 99.99%
04/07/2024 1.06% 0.95 CHF 0.96 CHF 66,700 66,700 59,644 59,644 55,913 CHF 56,509 CHF 100.00% 100.00%
03/07/2024 1.12% 0.92 CHF 0.93 CHF 137,100 137,100 76,078 76,078 68,848 CHF 69,611 CHF 99.99% 99.99%
02/07/2024 1.24% 0.85 CHF 0.86 CHF 150,300 150,300 82,926 82,914 67,772 CHF 68,593 CHF 100.00% 100.00%

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